Legend: Boston Convention & Exhibition Center = CC, Westin Boston Waterfront = W, Seaport Boston Hotel = S
A * preceding a session name means that the session is an applied session.
A ! preceding a session name means that the session reflects the JSM meeting theme.
A * preceding a session name means that the session is an applied session.
A ! preceding a session name means that the session reflects the JSM meeting theme.
Activity Details
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| 112 * ! | Mon, 8/4/2014, 8:30 AM - 10:20 AM | CC-102B | |
| Risk Management in Financial Markets — Topic Contributed Papers | |||
| Section on Risk Analysis | |||
| Organizer(s): Ta-Hsin Li, IBM Research | |||
| Chair(s): Ta-Hsin Li, IBM Research | |||
| 8:35 AM | Statistical Methods for Large Portfolio Risk Management — Jian Zou, Indiana University-Purdue University Indianapolis | ||
| 8:55 AM | Working Capital Management, the Credit Crisis, and Hedging Strategies: Canadian Evidence — Robert Kieschnick, University of Texas at Dallas ; Wendy Rotenberg, University of Toronto | ||
| 9:15 AM | Fractional Levy Model with Time-Varying Volatility in High-Frequency Trading Market — Young Shin Aaron Kim, Stony Brook University ; James Glimm, Stony Brook University ; Svetlozar T. Rachev, Stony Brook University | ||
| 9:35 AM | Statistical Analysis of Proportional Data with Many Zeros in Financial Applications — Kaisheng Song, University of North Texas | ||
| 9:55 AM | Bayesian Smoothing and Risk Analysis of Multivariate Models — Dongchu Sun, University of Missouri-Columbia ; Shawn Ni, University of Missouri ; Paul L. Speckman, University of Missouri | ||
| 10:15 AM | Floor Discussion | ||
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